🚀 MAJOR RELEASE The TRACE Corporate Bond Data Pipeline — October 2025 code release is live! Part of the Open Bond Asset Pricing initiative Build your corporate bond database with the filtering choices you think are reasonable and defensible Stage 0 code is ready to use: github.com/Alexander-M-...

Our updated paper, “Factor Investing with Delays” (joint with Yoshio Nozawa and Cesare Robotti) develops a tractable framework for quantifying the cost of delays for factor investing in the illiquid corporate bond market: papers.ssrn.com/sol3/papers.... data + code on OpenBondAssetPricing

New version of "A Credit Risk Explanation of the Correlation between Corporate Bonds and Stocks" available: papers.ssrn.com/sol3/papers.... We develop a credit risk model that explains the correlation between equity and corporate bond returns.

New paper on the impact of transactions costs for investment corporate bond markets, where many bonds do not trade daily (or some not even monthly). With free Python code (PyBondLab) for bond researchers! #EconSky #FinSky #Investing #Bonds #Quant #Research Link: dx.doi.org/10.2139/ssrn...

👇A financial economist to follow. @alex-dickerson.bsky.social Producer of great public goods for corporate bond research at openbondassetpricing.com